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List of works by Tomasz Klimsiak

Asymptotics for logistic-type equations with Dirichlet fractional Laplace operator

scientific article published in 2023

BSDEs with monotone generator and two irregular reflecting barriers

scientific article published in April 2013

Cauchy Problem for Semilinear Parabolic Equation with Time-Dependent Obstacles: A BSDEs Approach

scientific article published on 22 November 2012

Dirichlet forms and semilinear elliptic equations with measure data

scientific article published in September 2013

Existence and large-time asymptotics for solutions of semilinear parabolic systems with measure data

Hopf type lemmas for subsolutions of integro-differential equations

scientific article published in 2023

Large Time Behavior of Solutions to Parabolic Equations with Dirichlet Operators and Nonlinear Dependence on Measure Data

scientific article published on 8 June 2018

Long-time asymptotic behaviour of the value function in nonlinear stopping problems

scientific article published in 2022

Nonlinear BSDEs on a general filtration with drivers depending on the martingale part of the solution

scientific article published in July 2023

Nonlinear BSDEs with Two Optional Doob’s Class Barriers Satisfying Weak Mokobodzki’s Condition and Extended Dynkin Games

scientific article published on 20 September 2023

Nonlinear parabolic SPDEs involving Dirichlet operators

scientific article published in 2016

Obstacle problem for evolution equations involving measure data and operator corresponding to semi-Dirichlet form

Obstacle problem for semilinear parabolic equations with measure data

On Backward Stochastic Differential Equations Approach to Valuation of American Options

scientific article published in 2011

On Time-Dependent Functionals of Diffusions Corresponding to Divergence Form Operators

scientific article published on 28 September 2011

On semilinear elliptic equations with diffuse measures

scientific article published on 12 July 2018

On the maximum principles and the quantitative version of the Hopf lemma for uniformly elliptic integro-differential operators

scientific article published in 2021

On the structure of bounded smooth measures associated with a quasi-regular Dirichlet form

scientific article published in 2017

On the structure of diffuse measures for parabolic capacities

scientific article published in May 2019

On uniqueness and structure of renormalized solutions to integro-differential equations with general measure data

scientific article published on 13 August 2020

Quasi-regular Dirichlet forms and the obstacle problem for elliptic equations with measure data

scientific article published in 2021

Reduced measures for semilinear elliptic equations involving Dirichlet operators

Reflected BSDEs and the obstacle problem for semilinear PDEs in divergence form

scientific article published in January 2012

Reflected BSDEs in time-dependent convex regions

scientific article published in February 2015

Reflected BSDEs on filtered probability spaces

scientific article published in November 2015

Reflected BSDEs with monotone generator

scientific article published in January 2012

Reflected BSDEs with regulated trajectories

scientific article published in April 2019

Reflected BSDEs with regulated trajectories

Reflected BSDEs with two optional barriers and monotone coefficient on general filtered space

scientific article published in January 2021

Reflected backward stochastic differential equations with two optional barriers

scholarly article

Renormalized solutions of semilinear elliptic equations with general measure data

scholarly article

Renormalized solutions of semilinear equations involving measure data and operator corresponding to Dirichlet form

Right Markov Processes and Systems of Semilinear Equations with Measure Data

Schrödinger equations with smooth measure potential and general measure data

scientific article published in May 2022

Semi-Dirichlet forms, Feynman–Kac functionals and the Cauchy problem for semilinear parabolic equations

scientific article published in March 2015

Semilinear elliptic equations with Dirichlet operator and singular nonlinearities

scientific article published in February 2017

Semilinear elliptic equations with measure data and quasi-regular Dirichlet forms

scientific article published in 2016

Semilinear elliptic systems with measure data

Smooth measures and capacities associated with nonlocal parabolic operators

scholarly article

Strong Solutions of Semilinear Parabolic Equations with Measure Data and Generalized Backward Stochastic Differential Equations

scientific article published on 24 May 2011

Systems of Semilinear Parabolic Variational Inequalities with Time-Dependent Convex Obstacles

Systems of quasi-variational inequalities related to the switching problem

scholarly article published in April 2019

The Early Exercise Premium Representation for American Options on Multiply Assets

The valuation of American options in a multidimensional exponential Lévy model

scientific article published in 2017

Uniqueness for an Obstacle Problem Arising from Logistic-Type Equations with Fractional Laplacian

scientific article published on 22 February 2022

Valuing American options by simulation: A BSDEs approach

scientific article